Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52284.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45919.25 Kr¶

PnL: ---------------------------------------> -803.35 Kr¶

DD now: ---------------------------------> -1.574 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 14:37:19.490824'

Anic Portfolio¶

Today¶

Return: -0.484 %¶

This Week¶

Return: -1.474 %¶

Total portfolio value¶

Return including deposits: 71.165 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.610000 667.380000 28.380000 4.440000 638.999984
NCC A 6 1.200000 606.000000 7.000000 1.170000 598.999998
NCC B 7 2.280000 659.750000 5.750000 0.880000 653.999997
Nolato B 12 0.650000 649.800000 4.200000 0.650000 645.600000
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
SynAct Pharma 9 0.000000 645.300000 0.300000 0.050000 645.000003
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
SCA A 4 -0.800000 597.600000 -1.400000 -0.230000 599.000000
Addnode Group B 6 -0.320000 747.600000 -2.400000 -0.320000 750.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
Sdiptech B 3 0.960000 817.800000 -4.200000 -0.510000 822.000000
Addtech B 3 -0.430000 694.200000 -5.800000 -0.830000 699.999999
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Investor B 3 -1.050000 648.600000 -6.900000 -1.050000 655.500000
Biotage 4 -1.390000 595.600000 -7.400000 -1.230000 603.000000
Embracer Group B 26 0.180000 651.300000 -10.700000 -1.620000 661.999988
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.720000 1303.500000 -16.500000 -1.250000 1320.000000
Fortnox 10 -0.980000 648.600000 -19.400000 -2.900000 668.000000
Lime Technologies 2 2.390000 558.000000 -35.000000 -5.900000 593.000000
Vitrolife 3 -1.740000 642.000000 -35.000000 -5.170000 677.000001
Volati 5 -0.560000 537.000000 -37.000000 -6.450000 574.000000
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Xvivo Perfusion 3 -2.730000 801.000000 -44.000000 -5.210000 845.000001
Creades A 7 -8.400000 561.050000 -49.950000 -8.180000 610.999998
Ambea 68 -1.030000 2475.200000 -61.800000 -2.440000 2537.000032
Investor A 16 -1.140000 3464.000000 -81.000000 -2.280000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.310000 3802.000000 -114.000000 -2.910000 3916.000000
Gaming Innovation Group 161 -2.920000 4016.950000 -171.050000 -4.080000 4187.999942
Bactiguard Holding B 37 -9.090000 2738.000000 -222.000000 -7.500000 2960.000000
TOTAL 45927.280000 -795.320000 -1.55895% 46722.599938

Updated:¶

'2023-06-09 14:35:46.234492'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶